+242.8%
FFIV vs VSAT
-3.0%
+245.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.9% | +10.8% | +4.7% |
| 7D | +3.5% | +3.5% | 0.0% | +2.9% |
| 30D | -1.3% | -14.7% | +13.4% | +0.5% |
| 3M | +2.4% | +13.2% | -10.8% | -0.4% |
| 6M | +41.8% | +57.4% | -15.6% | +31.1% |
| YTD | +58.5% | +110.0% | -51.5% | +40.4% |
| 1Y | +24.3% | +134.4% | -110.1% | +7.5% |
| 3Y | +152.0% | +203.5% | -51.5% | +93.0% |
| 5Y | +99.1% | +47.1% | +52.0% | +62.6% |
| 10Y | +242.8% | +0.4% | +242.4% | +187.1% |
| All | +242.8% | -3.0% | +245.8% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling